+35.8%
QQQ vs CRCL
+30.9%
+4.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.9% |
| 7D | -1.3% | -12.5% | +11.3% | -0.6% |
| 30D | -1.4% | +26.9% | -28.3% | -2.7% |
| 3M | +2.3% | +14.4% | -12.2% | +1.1% |
| 6M | +16.9% | -23.5% | +40.4% | +16.9% |
| YTD | +15.6% | +13.9% | +1.7% | +13.3% |
| 1Y | +22.6% | -20.6% | +43.2% | +21.3% |
| All | +35.8% | +30.9% | +4.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling